This technique is quite simple and can be easily adapted to shade any very pale color or even (though it seems strange to say so) black!

The Big Trick: You cannot actually shade white. For dodge-and-burn shading, you need to be able to make the starting color both lighter and darker. If it's already white, you cannot make it lighter, so you need to pick a starting color other than white.

See Preparing Your Workspace if you aren't comfortable with using the GIMP already and Evening Gown with Dodge and Burn if you need help with the GIMP's drawing tools.

Draw the article of clothing (or whatever) that's going to be white on a new layer and fill it in with a slightly lighter shade. Neither of these should be white. They don't even have to be particularly close to white - I like to use light greys or yellow-greys or blues. The coolness of the GIMP is such that we can afford to use slightly less bright colors that are easier on the eyes. ;)

Pick your favorite shading style and go all-out. Note that it is okay that the colors are still generally rather dark (for white, that is). Also note that the trick we are about to use tends to blur the contrast a bit, so you can afford to be slighty more daring than usual here.

Once I am more or less satisfied with the shading, I like to make a back-up copy of the layer. That's a really, really good idea at this point, since we are about to start experimenting!

Right click over your image to bring up the menu. Go to Images > Colors. See that little dashed line over the top of the sub-menu? Click it to 'tear off' the menu. This makes it much easier to work with lots of different options without having to go through the whole right-click routine every time.

Color Balance, Hue-Saturation, and Brightness-Contrast are your new favorite tools. We won't be using Color Balance, but it's quite good for adding color after you desaturate (which will make sense in a moment).

For white shading, you may want to turn down the saturation if you wanted the color to be less obvious and you can play with lightness a bit, too.

For white, I tend to end up increasing both brightness and contrast.

For the first example, I added a slightly greenish cast by increasing the brightness and contrast while decreasing the saturation and shifting the hue.

For the second, I simply turned the saturation (almost) all the way down. You could make it brighter or darker to taste. :)

When you're done with the color settings, sometimes you may want to go back and touch-up the shading a little. I can't tell you exactly what settings to use here because it will be a little different each time, depending on the color you are aiming for and how you shade.

I played with the texture a bit for the finished version. Note that I most definitely played with the color settings for the hair! It can take a little patience, but if you keep trying, you can get some very nice results. :)

It's just exactly like shading white, only the opposite. You need to start with colors that are lighter than your final goal and when you get to the Hue-Saturation and Brightness-Contrast stage, you will generally be trying to make it darker. Making the original shading fairly high-contrast can be even more important here.